[add] 新增总收益的通知

config/ccinr.yaml

@@ -44,10 +44,10 @@ exchangeStrategies:
       longCCI: -150.0
       shortCCI: 150.0
       leverage: 5.0
-      profitRange: 2%
+      profitRange: 0.4%
       lossRange: 1%
       amount: 20
-      place: true
+      placePriceType: 0
 #      recalculate: false
 #      dry_run: false
 #      #      quantity: 3

pkg/strategy/ccinr/strategy.go

@@ -28,18 +28,18 @@ type Strategy struct {
 	markets     map[string]types.Market
 	//Symbol      string `json:"symbol"`
 
-	Symbols     []string         `json:"symbols"`
-	Interval    types.Interval   `json:"interval"`
-	NrCount     int              `json:"nrCount"`
-	StrictMode  bool             `json:"strictMode"`
-	Place       bool             `json:"place"`
-	DryRun      bool             `json:"dryRun"`
-	CCIWindow   int              `json:"cciWindow"`
-	LongCCI     fixedpoint.Value `json:"longCCI"`
-	ShortCCI    fixedpoint.Value `json:"shortCCI"`
-	Leverage    fixedpoint.Value `json:"leverage"`
-	ProfitRange fixedpoint.Value `json:"profitRange"`
-	LossRange   fixedpoint.Value `json:"lossRange"`
+	Symbols        []string         `json:"symbols"`
+	Interval       types.Interval   `json:"interval"`
+	NrCount        int              `json:"nrCount"`
+	StrictMode     bool             `json:"strictMode"`
+	PlacePriceType int              `json:"placePriceType"`
+	DryRun         bool             `json:"dryRun"`
+	CCIWindow      int              `json:"cciWindow"`
+	LongCCI        fixedpoint.Value `json:"longCCI"`
+	ShortCCI       fixedpoint.Value `json:"shortCCI"`
+	Leverage       fixedpoint.Value `json:"leverage"`
+	ProfitRange    fixedpoint.Value `json:"profitRange"`
+	LossRange      fixedpoint.Value `json:"lossRange"`
 
 	qbtrade.QuantityOrAmount
 
@@ -73,6 +73,10 @@ type Strategy struct {
 
 	nr  map[string]*indicatorv2.NRStrean
 	cci map[string]*indicatorv2.CCIStream
+
+	TotalProfit     fixedpoint.Value
+	TotalFree       fixedpoint.Value
+	TotalOrderCount int
 }
 
 func (s *Strategy) ID() string {
@@ -143,33 +147,48 @@ func (s *Strategy) placeOrders(ctx context.Context, kline types.KLine) {
 	return
 }
 
+func (s *Strategy) getPlacePrice(ctx context.Context, kline types.KLine) fixedpoint.Value {
+	symbol := kline.Symbol
+
+	placePrice := fixedpoint.Value(0)
+	midPrice := (kline.High.Add(kline.Low)).Div(fixedpoint.Value(2.0))
+	switch s.PlacePriceType {
+	case 0:
+		if s.TradeType[symbol] == "long" {
+			placePrice = kline.High
+		} else if s.TradeType[symbol] == "short" {
+			placePrice = kline.Low
+		}
+	case 1:
+		if s.TradeType[symbol] == "long" {
+			placePrice = kline.Low
+		} else if s.TradeType[symbol] == "short" {
+			placePrice = kline.High
+		}
+	case 2:
+		if s.TradeType[symbol] == "long" {
+			placePrice = midPrice
+		} else if s.TradeType[symbol] == "short" {
+			placePrice = midPrice
+		}
+	}
+	return placePrice
+}
+
 func (s *Strategy) generateOrders(ctx context.Context, kline types.KLine) ([]types.SubmitOrder, error) {
 	var orders []types.SubmitOrder
 	symbol := kline.Symbol
 
 	log.Infof(fmt.Sprintf("place order keline info: symbol %s, high %v, low %v, open %v, close %v", symbol,
 		kline.High.Float64(), kline.Low.Float64(), kline.Open.Float64(), kline.Close.Float64()))
-	placePrice := fixedpoint.Value(0)
-	//midPrice := (kline.High.Add(kline.Low)).Div(fixedpoint.Value(2.0))
-	//midP := (kline.High + kline.Low) / 2
-	if s.TradeType[symbol] == "long" {
-		if s.Place {
-			placePrice = kline.High
-		} else {
-			placePrice = kline.Low
-		}
-		//placePrice = midP
-	} else if s.TradeType[symbol] == "short" {
-		if s.Place {
-			placePrice = kline.Low
-		} else {
-			placePrice = kline.High
-		}
 
-		//placePrice = midP
-	} else {
+	if s.TradeType[symbol] == "" {
 		return orders, nil
 	}
+
+	// 获取下单价格
+	placePrice := s.getPlacePrice(ctx, kline)
+
 	// 下单数量
 	placeQuantity := s.QuantityOrAmount.CalculateQuantity(placePrice).Mul(s.Leverage)
 	log.Infof(fmt.Sprintf("will place order, price %v, quantity %v", placePrice.Float64(),
@@ -266,7 +285,7 @@ func (s *Strategy) notifyProfit(ctx context.Context, symbol string) {
 	if s.EndQuantity[symbol] != s.OpenQuantity[symbol] {
 		return
 	}
-	profit := 0.
+	profit := fixedpoint.Value(0)
 	openProfit := fixedpoint.Value(0)
 	endProfit := fixedpoint.Value(0)
 	free := fixedpoint.Value(0)
@@ -292,16 +311,21 @@ func (s *Strategy) notifyProfit(ctx context.Context, symbol string) {
 	side := s.OpenTrade[symbol][0].Side
 	// 做多
 	if side == types.SideTypeBuy {
-		profit = (endProfit - openProfit - free).Float64()
+		profit = endProfit.Sub(openProfit).Sub(free)
 	}
 
 	// 做空
 	if side == types.SideTypeSell {
-		profit = (openProfit - endProfit - free).Float64()
+		profit = openProfit.Sub(endProfit).Sub(free)
 	}
 
 	msg := fmt.Sprintf("交易完成：\n 币种: %s, 方向：%v, 收益：%v, 手续费：%v \n Trade详情：\n  开仓Trade：\n   %s\n  清仓Trade：\n   %s",
-		symbol, s.TradeType[symbol], profit, free.Float64(), strings.Join(openMsgs, "\n"), strings.Join(endMsgs, "\n"))
+		symbol, s.TradeType[symbol], profit.Float64(), free.Float64(), strings.Join(openMsgs, "\n"), strings.Join(endMsgs, "\n"))
+
+	s.TotalProfit = s.TotalProfit.Add(profit)
+	s.TotalFree = s.TotalFree.Add(free)
+	s.TotalOrderCount += 1
+
 	log.Infof(msg)
 	qbtrade.Notify(msg)
 
@@ -313,6 +337,8 @@ func (s *Strategy) notifyProfit(ctx context.Context, symbol string) {
 
 	// 记得取消订单
 	s.cancelOrders(ctx, symbol)
+
+	qbtrade.Notify(fmt.Sprintf("总开仓：%v, 总收益：%v, 总手续费：%v", s.TotalOrderCount, s.TotalProfit.Float64(), s.TotalFree.Float64()))
 }
 func (s *Strategy) Run(ctx context.Context, orderExecutor qbtrade.OrderExecutor, session *qbtrade.ExchangeSession) error {
 
@@ -341,6 +367,10 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor qbtrade.OrderExecutor,
 	s.nr = make(map[string]*indicatorv2.NRStrean)
 	s.cci = make(map[string]*indicatorv2.CCIStream)
 
+	s.TotalProfit = fixedpoint.Value(0)
+	s.TotalFree = fixedpoint.Value(0)
+	s.TotalOrderCount = 0
+
 	for _, symbol := range s.Symbols {
 		s.Positions[symbol] = types.NewPositionFromMarket(s.markets[symbol])
 		s.ProfitStats[symbol] = types.NewProfitStats(s.markets[symbol])